Talk:Variance inflation factor
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The upper limit of 10 for an acceptable VIF is suggested by Samprit Chatterjee and Bertram Price in their book Regression Analysis by Example, 2nd ed, 1991, John Wiley & Sons, Inc.
"A common rule of thumb is that if " It seems a rather bad criterion, since VIF is always greater of equal than 1. It wouldn't be equal 1 on real data anyway
Shortcut Formula[edit]
Can't the formula for VIF also be written as the standard error (around beta), squared, divided by the mean squared error of the regression? SEb/MSE. And isn't that calculation much simpler, since you'd only have to run regression, instead of separate regressions for each variable?68.100.120.63 (talk) 19:13, 18 June 2016 (UTC)
- No. Run a regression and try it--your formula is not even close to VIF. 2600:1700:D090:DFA0:4C8A:75E9:7818:68EE (talk) 23:55, 2 November 2023 (UTC)
Calculation and Analysis - Step Three[edit]
Under "Calculation and Analysis", Step Three, it says:
"However, there is no value of VIF greater than 0 in which the variance of the slopes of predictors isn't inflated."
Should say:
"However, there is no value of VIF greater than 1 in which the variance of the slopes of predictors isn't inflated."
since the lower limit of VIF is 1.
Possibly what was meant was:
"However, there is no value of VIF for correlations greater than 0 in which the variance of the slopes of predictors isn't inflated to some extent." — Preceding unsigned comment added by 67.71.21.47 (talk) 03:38, 11 March 2023 (UTC)
Error: "use of the VIF in empirical practice" section does not exist[edit]
The page says
The VIF is often used to quantify the severity of multicollinearity in an ordinary least squares regression analysis, but it can be highly misleading in this regard (See "Use of the VIF in Empirical Practice" section below for details and references).
But there is no "Use of the VIF in Empirical Practice" section!
The simplest edit would be to delete this phantom reference, but I think it would be better if this useful information appeared somewhere in the article. 216.120.158.117 (talk) 18:44, 23 January 2024 (UTC)